INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 50-50 Memory Income Autocall May 2025
ISIN: XS2998361260
STRIKE DATE: 22/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA57.270075.14
Commerzbank AG26.630037.7
BBVA13.680022.99
Morgan Stanley126.2600182.1

STRIKE DATE 22/05/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.55% Quarterly (14.20% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 14.20% p.a.
ISIN XS2998361260
NEXT POTENTIAL MATURITY DATE 26/05/2026

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income May 2025
ISIN: XS3006600459
STRIKE DATE: 22/05/2025
INDICATIVE PRICE: 116.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 116.10% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG26.630037.7
UniCredit SpA57.270075.14
Morgan Stanley126.2600182.1
Barclays326.6500432.4

STRIKE DATE 22/05/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 24.65% at Maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3006600459
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP June 2025
ISIN: XS3043292898
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 106.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 106.30% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB38,840.510049397.55
Nikkei 22538,354.090064425.95
Russell 20002,132.68402767.269

STRIKE DATE 23/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3043292898
NEXT POTENTIAL MATURITY DATE 23/06/2028

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD June 2025
ISIN: XS3043292971
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 106.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 106.22% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB38,840.510049397.55
Nikkei 22538,354.090064425.95
Russell 20002,132.68402767.269

STRIKE DATE 23/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3043292971
NEXT POTENTIAL MATURITY DATE 23/06/2028

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall GBP June 2025
ISIN: XS3037359505
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,424.03903256.08
FTSE MIB38,840.510049397.55
Nikkei 22538,354.090064425.95
Russell 20002,132.68402767.269

STRIKE DATE 23/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.50% Semi-Annual (7.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS3037359505
NEXT POTENTIAL MATURITY DATE 23/06/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall USD June 2025
ISIN: XS3037359687
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,424.03903256.08
FTSE MIB38,840.510049397.55
Nikkei 22538,354.090064425.95
Russell 20002,132.68402767.269

STRIKE DATE 23/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS3037359687
NEXT POTENTIAL MATURITY DATE 23/06/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP June 2025
ISIN: XS3006663887
STRIKE DATE: 20/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303256.08
FTSE MIB39,231.350049397.55
Nikkei 22538,403.230064425.95
Russell 20002,109.26702767.269

STRIKE DATE 20/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.95% Semi-Annual (7.90% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.90% p.a.
ISIN XS3006663887
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD June 2025
ISIN: XS3006663705
STRIKE DATE: 20/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,424.03903256.08
FTSE MIB39,231.350049397.55
Nikkei 22538,403.230064425.95
Russell 20002,109.26702767.269

STRIKE DATE 20/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.25% Semi-Annual (8.50% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS3006663705
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP June 2025
ISIN: XS3006644820
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,090.870014349.51
Eurostoxx 505,339.57006168.26
Nikkei 22538,311.330064425.95
S&P 5006,033.11007744.06

STRIKE DATE 16/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 6.30% Semi-Annually (12.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.60% p.a.
ISIN XS3006644820
NEXT POTENTIAL MATURITY DATE 16/06/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD June 2025
ISIN: XS3006645041
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,090.870014349.51
Eurostoxx 505,339.57006168.26
Nikkei 22538,311.330064425.95
S&P 5006,033.11007744.06

STRIKE DATE 16/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.50% p.a.
ISIN XS3006645041
NEXT POTENTIAL MATURITY DATE 16/06/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2025 USD
ISIN: XS2998087188
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,403.44006168.26
SMI12,132.190014349.51
Nikkei 22538,128.130064425.95
Russell 20002,083.80402767.269

STRIKE DATE 14/05/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.10% Quarterly (8.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2998087188
NEXT POTENTIAL MATURITY DATE 15/05/2026

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall May 2025 GBP
    ISIN: XS2998087345
    STRIKE DATE: 14/05/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,403.44006168.26
    SMI12,132.190014349.51
    Nikkei 22538,128.130064425.95
    Russell 20002,083.80402767.269

    STRIKE DATE 14/05/2025
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 2.0625% Quarterly (8.25% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.25% p.a.
    ISIN XS2998087345
    NEXT POTENTIAL MATURITY DATE 15/05/2026

      EXPAND CLOSE
      Société Générale US Tech Early Low Hurdle Autocall USD June 2025 – Factsheet on request
      ISIN: XS3048693488
      STRIKE DATE: 11/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle176.3800134.47
      Intel20.680095.37
      Tesla Inc326.4300362.44
      Nvidia Corporation142.8300217.23

      STRIKE DATE 11/06/2025
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level with 50% Glider at month 12 Coupon Rate: USD: 5.50% Quarterly (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 22.00% p.a.
      ISIN XS3048693488
      NEXT POTENTIAL MATURITY DATE 11/12/2025

      EXPAND CLOSE
      Natixis 3 Year Triple Index Jun 2025 GBP
      ISIN: XS2736718896
      STRIKE DATE: 09/06/2025
      INDICATIVE PRICE: 97.06%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 97.06% (as at 16/10/2026 10:16 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,421.52006168.26
      Russell 20002,144.44802767.269
      Nikkei 22538,088.570064425.95

      STRIKE DATE 09/06/2025
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736718896
      NEXT POTENTIAL MATURITY DATE 09/06/2028

      EXPAND CLOSE
      Natixis 3 Year Triple Index Jun 2025 USD
      ISIN: XS2736718623
      STRIKE DATE: 09/06/2025
      INDICATIVE PRICE: 97.20%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 97.20% (as at 16/10/2026 10:16 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,421.52006168.26
      Russell 20002,144.44802767.269
      Nikkei 22538,088.570064425.95

      STRIKE DATE 09/06/2025
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.90% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736718623
      NEXT POTENTIAL MATURITY DATE 09/06/2028

      EXPAND CLOSE
      Goldman Sachs Semi-Annual Classic Autocall May 2025 USD
      ISIN: XS2890237717
      STRIKE DATE: 07/05/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,113.760014349.51
      FTSE MIB38,319.890049397.55
      Nikkei 22536,779.660064425.95
      Russell 20001,989.66102767.269

      STRIKE DATE 07/05/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 9.60% Semi-Annually (19.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 19.20% p.a.
      ISIN XS2890237717
      NEXT POTENTIAL MATURITY DATE 07/05/2026

      EXPAND CLOSE
      BBVA Capital Protected Memory Income Autocall May 2025 USD
      ISIN: XS2958917341
      STRIKE DATE: 07/05/2025
      INDICATIVE PRICE: 99.09%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 99.09% (as at 16/10/2026 10:16 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,559.330010840.35
      Eurostoxx 505,230.19006168.26
      Nikkei 22536,779.660064425.95
      S&P 5005,631.28007744.06

      STRIKE DATE 07/05/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.72% pa (paid quarterly) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2958917341
      NEXT POTENTIAL MATURITY DATE 09/11/2026

      EXPAND CLOSE
      Natixis 3 Year Developed Indices Fixed Income April 2025 USD
      ISIN: XS2736715363
      STRIKE DATE: 25/04/2025
      INDICATIVE PRICE: 101.76%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 101.76% (as at 16/10/2026 10:16 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB37,348.380049397.55
      Russell 20001,957.61602767.269
      Nikkei 22535,705.740064425.95

      STRIKE DATE 25/04/2025
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.05% p.a. (Paid Semi-Annually) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736715363
      NEXT POTENTIAL MATURITY DATE 25/04/2028

      EXPAND CLOSE
      UBS Triple Index Defensive Autocall EUR May 2025
      ISIN: XS3065221593
      STRIKE DATE: 30/05/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS AG
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB40,087.400049397.55
      S&P 5005,911.69007744.06
      HSI23,289.770024062.72

      STRIKE DATE 30/05/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: EUR: 5.20% Semi-Annually (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 10.40% p.a.
      ISIN XS3065221593
      NEXT POTENTIAL MATURITY DATE 01/06/2026

      EXPAND CLOSE
      Barclays 85-65 Memory Income Autocall USD May 2025
      ISIN: XS2998333053
      STRIKE DATE: 23/05/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays Bank PLC
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Russell 20002,039.85102767.269
      FTSE MIB39,475.360049397.55
      S&P/ASX 2008,360.87808719.719

      STRIKE DATE 23/05/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.75% Semi-Annual (9.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 9.50% p.a.
      ISIN XS2998333053
      NEXT POTENTIAL MATURITY DATE 26/05/2026

      EXPAND CLOSE